Last Update: 31 March 2024
The Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.34% compound annual return, with a 4.92% standard deviation, in the last 30 Years.
The High Yield Bonds Income Portfolio obtained a 6.69% compound annual return, with a 8.78% standard deviation, in the last 30 Years.
Summary
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| Stocks/Bonds 20/80 Momentum Portfolio | High Yield Bonds Income Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Low | Low | |
| Asset Allocation | Stocks | 20% | 0% |
| Fixed Income | 80% | 100% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +6.34% | +6.69% |
| Std Dev | 4.92% | 8.78% | |
| Max Drawdown | -17.91% | -23.97% | |
| All time Stats (Since Jan 1985) |
Return | +7.56% | +7.75% |
| Std Dev | 5.27% | 8.20% | |
| Max Drawdown | -17.91% | -23.97% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Stocks/Bonds 20/80 Momentum Portfolio | +1.32 | +11.39 | +8.01 | +2.78 | +3.95 | +6.34 | +7.56 |
| High Yield Bonds Income Portfolio | +1.55 | +10.28 | +7.79 | +1.83 | +3.01 | +6.69 | +7.75 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since April 1994,
now would be worth 6.33$, with a total return of 532.97%
(6.34% annualized).
High Yield Bonds Income Portfolio: an investment of 1$, since April 1994, now would be worth 6.98$, with a total return of 598.10% (6.69% annualized).
High Yield Bonds Income Portfolio: an investment of 1$, since April 1994, now would be worth 6.98$, with a total return of 598.10% (6.69% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1985,
now would be worth 17.50$, with a total return of 1649.96%
(7.56% annualized).
High Yield Bonds Income Portfolio: an investment of 1$, since January 1985, now would be worth 18.75$, with a total return of 1774.57% (7.75% annualized).
High Yield Bonds Income Portfolio: an investment of 1$, since January 1985, now would be worth 18.75$, with a total return of 1774.57% (7.75% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Stocks/Bonds 20/80 Momentum Portfolio
|
High Yield Bonds Income Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -23.97% | Nov 2007 | Oct 2008 (12) | Jul 2009 (21) | 10.67 | |||||
| -21.84% | Sep 2021 | Sep 2022 (13) | In progress (31) | 12.91 | |||||
| -17.91% | Nov 2021 | Sep 2022 (11) | In progress (29) | 12.31 | |||||
| -11.99% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 5.58 | |||||
| -9.00% | Jan 2008 | Oct 2008 (10) | Aug 2009 (20) | 4.15 | |||||
| -8.48% | Aug 1998 | Aug 1998 (1) | Apr 1999 (9) | 3.89 | |||||
| -7.79% | Mar 2015 | Jan 2016 (11) | Jun 2016 (16) | 4.03 | |||||
| -6.71% | May 2013 | Aug 2013 (4) | Feb 2014 (10) | 4.26 | |||||
| -6.70% | May 2002 | Jul 2002 (3) | Nov 2002 (7) | 3.27 | |||||
| -4.56% | Apr 2004 | May 2004 (2) | Aug 2004 (5) | 2.79 | |||||
| -4.53% | Jan 2018 | Dec 2018 (12) | Feb 2019 (14) | 2.74 | |||||
| -4.40% | Aug 2011 | Sep 2011 (2) | Oct 2011 (3) | 2.28 | |||||
| -3.93% | Oct 2016 | Nov 2016 (2) | Feb 2017 (5) | 1.97 | |||||
| -3.91% | Jul 2003 | Jul 2003 (1) | Sep 2003 (3) | 2.27 | |||||
| -3.84% | May 2007 | Jul 2007 (3) | Oct 2007 (6) | 1.91 | |||||
| -3.64% | Aug 2016 | Nov 2016 (4) | Apr 2017 (9) | 1.84 | |||||
| -3.60% | May 1999 | Aug 1999 (4) | Nov 1999 (7) | 2.32 | |||||
| -3.49% | Sep 2001 | Sep 2001 (1) | Nov 2001 (3) | 1.76 | |||||
| -3.46% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 1.73 | |||||
| -3.24% | May 2010 | May 2010 (1) | Jul 2010 (3) | 1.75 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Stocks/Bonds 20/80 Momentum Portfolio
|
High Yield Bonds Income Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -23.97% | Nov 2007 | Oct 2008 (12) | Jul 2009 (21) | 10.67 | |||||
| -21.84% | Sep 2021 | Sep 2022 (13) | In progress (31) | 12.91 | |||||
| -17.91% | Nov 2021 | Sep 2022 (11) | In progress (29) | 12.31 | |||||
| -11.99% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 5.58 | |||||
| -9.00% | Jan 2008 | Oct 2008 (10) | Aug 2009 (20) | 4.15 | |||||
| -8.48% | Aug 1998 | Aug 1998 (1) | Apr 1999 (9) | 3.89 | |||||
| -7.89% | Aug 1990 | Sep 1990 (2) | Feb 1991 (7) | 4.98 | |||||
| -7.79% | Mar 2015 | Jan 2016 (11) | Jun 2016 (16) | 4.03 | |||||
| -7.63% | Mar 1987 | Oct 1987 (8) | Feb 1988 (12) | 4.16 | |||||
| -7.41% | Feb 1994 | Jun 1994 (5) | May 1995 (16) | 5.26 | |||||
| -6.71% | May 2013 | Aug 2013 (4) | Feb 2014 (10) | 4.26 | |||||
| -6.70% | May 2002 | Jul 2002 (3) | Nov 2002 (7) | 3.27 | |||||
| -6.53% | Sep 1987 | Nov 1987 (3) | Feb 1988 (6) | 3.65 | |||||
| -5.46% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 3.79 | |||||
| -4.56% | Apr 2004 | May 2004 (2) | Aug 2004 (5) | 2.79 | |||||
| -4.53% | Jan 2018 | Dec 2018 (12) | Feb 2019 (14) | 2.74 | |||||
| -4.40% | Aug 2011 | Sep 2011 (2) | Oct 2011 (3) | 2.28 | |||||
| -3.93% | Oct 2016 | Nov 2016 (2) | Feb 2017 (5) | 1.97 | |||||
| -3.91% | Jul 2003 | Jul 2003 (1) | Sep 2003 (3) | 2.27 | |||||
| -3.84% | May 2007 | Jul 2007 (3) | Oct 2007 (6) | 1.91 | |||||
Yearly Returns
For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+3.35%
|
0.00% |
+0.79%
|
-0.74% |
| 2023 |
+6.16%
|
-5.43% |
+11.21%
|
-5.58% |
| 2022 |
-14.14%
|
-17.00% |
-16.88%
|
-21.38% |
| 2021 |
+1.18%
|
-2.95% |
+0.88%
|
-3.16% |
| 2020 |
+12.14%
|
-3.46% |
+7.08%
|
-11.99% |
| 2019 |
+12.52%
|
-0.69% |
+16.98%
|
-0.39% |
| 2018 |
-0.42%
|
-3.12% |
-4.53%
|
-4.53% |
| 2017 |
+10.35%
|
0.00% |
+8.78%
|
-0.17% |
| 2016 |
+3.02%
|
-3.64% |
+12.01%
|
-3.93% |
| 2015 |
+2.23%
|
-1.48% |
-3.94%
|
-6.90% |
| 2014 |
+7.58%
|
-0.83% |
+6.28%
|
-2.37% |
| 2013 |
+5.23%
|
-2.48% |
-0.40%
|
-6.71% |
| 2012 |
+5.51%
|
-0.69% |
+12.61%
|
-1.87% |
| 2011 |
+7.52%
|
-0.70% |
+9.07%
|
-4.40% |
| 2010 |
+8.56%
|
-0.70% |
+11.52%
|
-3.24% |
| 2009 |
+6.40%
|
-6.03% |
+23.52%
|
-10.62% |
| 2008 |
-2.70%
|
-9.00% |
-10.54%
|
-23.59% |
| 2007 |
+9.07%
|
-0.41% |
+3.36%
|
-3.84% |
| 2006 |
+5.53%
|
-1.33% |
+7.28%
|
-2.69% |
| 2005 |
+5.74%
|
-1.35% |
+5.61%
|
-2.30% |
| 2004 |
+6.73%
|
-2.37% |
+9.55%
|
-4.56% |
| 2003 |
+8.38%
|
-2.29% |
+18.30%
|
-3.91% |
| 2002 |
+4.15%
|
-1.79% |
+7.38%
|
-6.70% |
| 2001 |
+3.27%
|
-2.01% |
+10.89%
|
-3.49% |
| 2000 |
+7.19%
|
-1.52% |
+6.15%
|
-3.14% |
| 1999 |
+7.48%
|
-1.73% |
+6.34%
|
-3.60% |
| 1998 |
+16.62%
|
-1.24% |
+2.17%
|
-8.48% |
| 1997 |
+14.93%
|
-1.81% |
+13.61%
|
-2.54% |
| 1996 |
+8.83%
|
-1.37% |
+14.28%
|
-2.87% |
| 1995 |
+23.01%
|
0.00% |
+22.64%
|
-0.20% |
| 1994 |
-2.34%
|
-5.46% |
-4.27%
|
-7.41% |
| 1993 |
+10.39%
|
-0.92% |
+18.58%
|
-0.44% |
| 1992 |
+6.58%
|
-1.69% |
+12.00%
|
-2.11% |
| 1991 |
+19.58%
|
-0.95% |
+25.88%
|
0.00% |
| 1990 |
+7.22%
|
-2.90% |
-0.59%
|
-7.89% |
| 1989 |
+19.47%
|
-0.82% |
+8.29%
|
-0.68% |
| 1988 |
+7.30%
|
-2.80% |
+11.12%
|
-1.52% |
| 1987 |
+1.70%
|
-6.53% |
+0.07%
|
-7.63% |
| 1986 |
+16.62%
|
-3.15% |
+15.01%
|
-0.64% |
| 1985 |
+24.27%
|
-1.28% |
+21.64%
|
-1.39% |
